Petra Sinagl

University of Iowa - Department of Finance

Iowa City, IA 52242-1000

United States

http://andrlikova.com

SCHOLARLY PAPERS

6

DOWNLOADS

499

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

When does Cash-flow Risk Matter to Investors? Evidence from the COVID-19 Pandemic

Number of pages: 45 Posted: 03 Apr 2020 Last Revised: 08 Jun 2020
Petra Sinagl
University of Iowa - Department of Finance
Downloads 272 (125,500)
Citation 1

Abstract:

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COVID-19 pandemic, equity term structure, US industry performance, consumption shocks

2.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
The University of Sydney Business School, University of Iowa - Department of Finance, University of Sydney - Discipline of Finance, Macquarie University, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Sydney - Business School - Finance Discipline
Downloads 137 (234,142)

Abstract:

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Asset Price bubbles, Markets

3.

Fundamental Sources of the Time Variation in Equity Risk Levels

Number of pages: 60 Posted: 27 Apr 2020 Last Revised: 04 May 2020
Petra Sinagl
University of Iowa - Department of Finance
Downloads 44 (453,094)

Abstract:

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cash-flow risk, time-varying equity risk, preference shocks, consumption-based asset pricing

4.

Explaining the Idiosyncratic Volatility Puzzle With a Bayesian-Updating Model

Number of pages: 69 Posted: 07 May 2020
University of Oklahoma, University of Utah - David Eccles School of Business and University of Iowa - Department of Finance
Downloads 24 (552,075)

Abstract:

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Idiosyncratic Volatility Puzzle, Bayesian Updating, Signal Precision

5.

The Price of Asymmetric Dependence: International Evidence

Number of pages: 55 Posted: 29 Apr 2020
Jamie Alcock and Petra Sinagl
The University of Sydney Business School and University of Iowa - Department of Finance
Downloads 22 (564,685)

Abstract:

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International Asset Pricing, Asymmetric Dependence, State-Dependent Return Correlations

6.

Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018
Posted: 25 Feb 2018
Jamie Alcock and Petra Sinagl
The University of Sydney Business School and University of Iowa - Department of Finance

Abstract:

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REITs; Asymmetric dependence; Asset pricing; Tail risk; downside risk; B; Jadj